Currency indexes
Fix participation shifted after scandal, says FCA
Lengthening the benchmark window in 2015 made manipulation less likely, but the fix price is harder to obtain
FTSE Cürex index series adds CNH pairs
The jointly launched foreign exchange index series announced in June has added seven new offshore renminbi pairs to its benchmark as it anticipates growing demand from its clients in Asia
Currency manager platforms expand coverage of CTAs
Multi-manager platforms are expanding coverage of commodity trading advisers (CTAs), as clients look to gain exposure to this rapidly growing segment, say platform officials.
Currency managers down in April, says Parker FX
Index of 52 programmes hit by fiscal and political uncertainty
UBS to roll out new currency product to global clients
UBS has been granted a licence from FTSE Group to use its recently launched currency product, FTSE WPU (Wealth Preservation Unit).
Seeking a better benchmark for currency manager performance
With more mainstream advisers offering access to managed FX investments, bigger and increasingly sophisticated audiences are driving index providers to upgrade benchmarks and make them investable. However, some managers remain unimpressed by the existing…
FX Invest December 2011 edition now LIVE!
With no real solution in sight for the eurozone sovereign debt crisis, volatility of volatility in currency markets is likely to remain elevated, driving up requirements to manage currency exposures in international portfolios.
A new safe haven?
As G-7 economies start to look more volatile than some emerging markets, Nikki Marmery investigates whether the new rash of emerging markets indexes could offer some respite
FX Invest: Deeper markets, broader opportunities
The foreign exchange industry could be set for a shake-up. But with all things new come great opportunities.
FX Invest: New indexes trade volatility
Nikki Marmery reports on the emergence of indexes looking to trade event risk
Yield strategy wins out in 2010
Currency managers using the yield strategy would have been top performers in 2010, indicates research from Royal Bank of Scotland. The bank’s naive simulations of currency strategies found that the yield strategy generated 8.9% last year and 5.3% in…
ParkerFX loses out in November
The Parker FX Index reported a –0.39% return for November as the risk-aversion based US dollar rally caught out the majority of currency managers.
Parker down in October
The Parker FX Index reported a loss at -0.12% in October, as markets were marked by a depreciating US dollar, with the DXY Index declining to -1.85%.
TD Securities: Euro will benefit most from QE
TD Securities has topped this week’s three-month currency forecast rankings based on expectations for the eurozone sovereign debt crisis to drive ongoing euro weakness.
Global growth slows and assets shift
The hunt for yield is an increasingly important driver of FX, says Callum Henderson, global head of FX research at Standard Chartered in Singapore
Trend the poorest-performing strategy for August
LONDON – Currency managers using the trend strategy ended August at a loss of -2.2% as risk aversion led to a move into safe-haven currencies, indicates research by Royal Bank of Scotland.
Currency managers down in June
STAMFORD, CT - The Parker FX index made a loss at -0.79% in June, as currency markets saw a broad-based reversal of currencies versus the US dollar.